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Slow backtest
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Slow backtest
I have noticed that my strategy runs quickly in the strategy analyzer for about the first 12-18 months and then moves slowly. A 6 year back test takes about 25 minutes but the first year finishes in about 60 seconds so one would assume a 6 minute back test. I have gone through my code to see if I am storing extra data or collections etc but everything is pretty clean. I am suspecting the performance objects since the strategy places a lot of limits and then cancels them. Could this be it? Any other suggestions?Tags: None
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problem solved
I found that the issue was with drawing that i was doing on the chart. I have cancelled that and I have gotten the time down from 25 minutes to 1-2 minutes
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Hello
I am facing the same issue (slow backtesting).
The strategy I have built is using indcators which can plot data and feed data series used by the strategy. Does it mean that if i create dedicated indicator versions with no plot it would then speed up the backtest.
Thanks in adavance
Lionel
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